MGL
Mahanagar Gas Ltd.
Historical option data for MGL
20 Dec 2024 04:12 PM IST
| MGL 26DEC2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.55
Theta: -1.52
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1215.30 | 29.9 | -38.50 | 28.23 | 105 | -1 | 298 | |||
| 19 Dec | 1259.65 | 68.4 | 18.35 | 47.60 | 229 | -12 | 299 | |||
| 18 Dec | 1239.55 | 50.05 | -1.90 | 35.46 | 130 | -4 | 306 | |||
| 17 Dec | 1239.70 | 51.95 | -42.20 | 33.94 | 81 | -15 | 311 | |||
| 16 Dec | 1286.95 | 94.15 | -9.55 | 36.63 | 14 | -2 | 327 | |||
| 13 Dec | 1297.40 | 103.7 | 15.45 | 34.66 | 138 | -2 | 329 | |||
| 12 Dec | 1278.85 | 88.25 | -22.70 | 29.68 | 67 | 19 | 329 | |||
| 11 Dec | 1300.20 | 110.95 | 9.00 | 33.07 | 38 | 4 | 309 | |||
| 10 Dec | 1287.80 | 101.95 | 6.95 | 34.84 | 56 | 4 | 305 | |||
| 9 Dec | 1279.35 | 95 | -4.50 | 31.71 | 36 | -2 | 302 | |||
| 6 Dec | 1284.45 | 99.5 | -7.70 | 27.75 | 86 | -31 | 306 | |||
| 5 Dec | 1292.90 | 107.2 | 24.60 | 35.01 | 406 | -133 | 339 | |||
|
|
||||||||||
| 4 Dec | 1260.80 | 82.6 | -15.40 | 33.66 | 335 | -22 | 476 | |||
| 3 Dec | 1278.25 | 98 | 30.45 | 34.91 | 1,514 | -198 | 502 | |||
| 2 Dec | 1236.50 | 67.55 | 16.55 | 32.92 | 3,116 | -231 | 708 | |||
| 29 Nov | 1191.75 | 51 | 8.00 | 35.20 | 1,958 | 200 | 890 | |||
| 28 Nov | 1179.95 | 43 | 2.10 | 35.33 | 1,785 | 36 | 690 | |||
| 27 Nov | 1178.70 | 40.9 | 0.85 | 34.88 | 701 | 53 | 654 | |||
| 26 Nov | 1176.45 | 40.05 | -4.95 | 34.95 | 460 | 105 | 606 | |||
| 25 Nov | 1187.50 | 45 | 10.00 | 33.49 | 1,034 | 169 | 500 | |||
| 22 Nov | 1157.50 | 35 | 6.30 | 35.48 | 1,912 | 142 | 473 | |||
| 21 Nov | 1125.35 | 28.7 | 0.85 | 36.23 | 407 | 101 | 329 | |||
| 20 Nov | 1126.05 | 27.85 | 0.00 | 36.23 | 561 | 61 | 234 | |||
| 19 Nov | 1126.05 | 27.85 | -3.70 | 36.23 | 561 | 67 | 234 | |||
| 18 Nov | 1130.00 | 31.55 | 37.78 | 810 | 170 | 170 | ||||
For Mahanagar Gas Ltd. - strike price 1200 expiring on 26DEC2024
Delta for 1200 CE is 0.69
Historical price for 1200 CE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 29.9, which was -38.50 lower than the previous day. The implied volatity was 28.23, the open interest changed by -1 which decreased total open position to 298
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 68.4, which was 18.35 higher than the previous day. The implied volatity was 47.60, the open interest changed by -12 which decreased total open position to 299
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 50.05, which was -1.90 lower than the previous day. The implied volatity was 35.46, the open interest changed by -4 which decreased total open position to 306
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 51.95, which was -42.20 lower than the previous day. The implied volatity was 33.94, the open interest changed by -15 which decreased total open position to 311
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 94.15, which was -9.55 lower than the previous day. The implied volatity was 36.63, the open interest changed by -2 which decreased total open position to 327
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 103.7, which was 15.45 higher than the previous day. The implied volatity was 34.66, the open interest changed by -2 which decreased total open position to 329
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 88.25, which was -22.70 lower than the previous day. The implied volatity was 29.68, the open interest changed by 19 which increased total open position to 329
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 110.95, which was 9.00 higher than the previous day. The implied volatity was 33.07, the open interest changed by 4 which increased total open position to 309
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 101.95, which was 6.95 higher than the previous day. The implied volatity was 34.84, the open interest changed by 4 which increased total open position to 305
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 95, which was -4.50 lower than the previous day. The implied volatity was 31.71, the open interest changed by -2 which decreased total open position to 302
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 99.5, which was -7.70 lower than the previous day. The implied volatity was 27.75, the open interest changed by -31 which decreased total open position to 306
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 107.2, which was 24.60 higher than the previous day. The implied volatity was 35.01, the open interest changed by -133 which decreased total open position to 339
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 82.6, which was -15.40 lower than the previous day. The implied volatity was 33.66, the open interest changed by -22 which decreased total open position to 476
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 98, which was 30.45 higher than the previous day. The implied volatity was 34.91, the open interest changed by -198 which decreased total open position to 502
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 67.55, which was 16.55 higher than the previous day. The implied volatity was 32.92, the open interest changed by -231 which decreased total open position to 708
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 51, which was 8.00 higher than the previous day. The implied volatity was 35.20, the open interest changed by 200 which increased total open position to 890
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 43, which was 2.10 higher than the previous day. The implied volatity was 35.33, the open interest changed by 36 which increased total open position to 690
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 40.9, which was 0.85 higher than the previous day. The implied volatity was 34.88, the open interest changed by 53 which increased total open position to 654
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 40.05, which was -4.95 lower than the previous day. The implied volatity was 34.95, the open interest changed by 105 which increased total open position to 606
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 45, which was 10.00 higher than the previous day. The implied volatity was 33.49, the open interest changed by 169 which increased total open position to 500
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 35, which was 6.30 higher than the previous day. The implied volatity was 35.48, the open interest changed by 142 which increased total open position to 473
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 28.7, which was 0.85 higher than the previous day. The implied volatity was 36.23, the open interest changed by 101 which increased total open position to 329
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 27.85, which was 0.00 lower than the previous day. The implied volatity was 36.23, the open interest changed by 61 which increased total open position to 234
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 27.85, which was -3.70 lower than the previous day. The implied volatity was 36.23, the open interest changed by 67 which increased total open position to 234
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 31.55, which was lower than the previous day. The implied volatity was 37.78, the open interest changed by 170 which increased total open position to 170
| MGL 26DEC2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.57
Theta: -1.50
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1215.30 | 12.15 | 7.25 | 33.96 | 890 | 42 | 548 |
| 19 Dec | 1259.65 | 4.9 | -4.10 | 33.92 | 1,375 | -85 | 506 |
| 18 Dec | 1239.55 | 9 | -0.95 | 33.02 | 990 | -42 | 593 |
| 17 Dec | 1239.70 | 9.95 | 4.55 | 33.55 | 852 | 93 | 641 |
| 16 Dec | 1286.95 | 5.4 | 1.20 | 39.32 | 338 | -19 | 547 |
| 13 Dec | 1297.40 | 4.2 | -1.85 | 34.25 | 921 | 11 | 567 |
| 12 Dec | 1278.85 | 6.05 | 0.45 | 33.01 | 456 | -2 | 556 |
| 11 Dec | 1300.20 | 5.6 | -1.80 | 36.44 | 471 | 50 | 555 |
| 10 Dec | 1287.80 | 7.4 | -1.95 | 35.75 | 488 | -51 | 505 |
| 9 Dec | 1279.35 | 9.35 | 0.20 | 36.07 | 314 | -23 | 560 |
| 6 Dec | 1284.45 | 9.15 | -1.95 | 34.39 | 676 | 153 | 585 |
| 5 Dec | 1292.90 | 11.1 | -8.05 | 36.65 | 987 | -39 | 438 |
| 4 Dec | 1260.80 | 19.15 | 5.15 | 37.48 | 436 | 12 | 482 |
| 3 Dec | 1278.25 | 14 | -12.05 | 35.56 | 1,471 | 38 | 482 |
| 2 Dec | 1236.50 | 26.05 | -16.40 | 36.37 | 1,189 | 135 | 444 |
| 29 Nov | 1191.75 | 42.45 | -6.55 | 36.55 | 481 | 43 | 312 |
| 28 Nov | 1179.95 | 49 | -4.65 | 34.70 | 489 | 107 | 267 |
| 27 Nov | 1178.70 | 53.65 | -2.60 | 35.78 | 87 | 22 | 159 |
| 26 Nov | 1176.45 | 56.25 | 5.40 | 35.71 | 97 | 44 | 137 |
| 25 Nov | 1187.50 | 50.85 | -20.15 | 36.72 | 113 | 89 | 94 |
| 22 Nov | 1157.50 | 71 | -17.00 | 36.23 | 15 | 4 | 9 |
| 21 Nov | 1125.35 | 88 | -10.05 | 38.86 | 3 | 2 | 5 |
| 20 Nov | 1126.05 | 98.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1126.05 | 98.05 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Nov | 1130.00 | 98.05 | 43.07 | 7 | 4 | 4 | |
For Mahanagar Gas Ltd. - strike price 1200 expiring on 26DEC2024
Delta for 1200 PE is -0.34
Historical price for 1200 PE is as follows
On 20 Dec MGL was trading at 1215.30. The strike last trading price was 12.15, which was 7.25 higher than the previous day. The implied volatity was 33.96, the open interest changed by 42 which increased total open position to 548
On 19 Dec MGL was trading at 1259.65. The strike last trading price was 4.9, which was -4.10 lower than the previous day. The implied volatity was 33.92, the open interest changed by -85 which decreased total open position to 506
On 18 Dec MGL was trading at 1239.55. The strike last trading price was 9, which was -0.95 lower than the previous day. The implied volatity was 33.02, the open interest changed by -42 which decreased total open position to 593
On 17 Dec MGL was trading at 1239.70. The strike last trading price was 9.95, which was 4.55 higher than the previous day. The implied volatity was 33.55, the open interest changed by 93 which increased total open position to 641
On 16 Dec MGL was trading at 1286.95. The strike last trading price was 5.4, which was 1.20 higher than the previous day. The implied volatity was 39.32, the open interest changed by -19 which decreased total open position to 547
On 13 Dec MGL was trading at 1297.40. The strike last trading price was 4.2, which was -1.85 lower than the previous day. The implied volatity was 34.25, the open interest changed by 11 which increased total open position to 567
On 12 Dec MGL was trading at 1278.85. The strike last trading price was 6.05, which was 0.45 higher than the previous day. The implied volatity was 33.01, the open interest changed by -2 which decreased total open position to 556
On 11 Dec MGL was trading at 1300.20. The strike last trading price was 5.6, which was -1.80 lower than the previous day. The implied volatity was 36.44, the open interest changed by 50 which increased total open position to 555
On 10 Dec MGL was trading at 1287.80. The strike last trading price was 7.4, which was -1.95 lower than the previous day. The implied volatity was 35.75, the open interest changed by -51 which decreased total open position to 505
On 9 Dec MGL was trading at 1279.35. The strike last trading price was 9.35, which was 0.20 higher than the previous day. The implied volatity was 36.07, the open interest changed by -23 which decreased total open position to 560
On 6 Dec MGL was trading at 1284.45. The strike last trading price was 9.15, which was -1.95 lower than the previous day. The implied volatity was 34.39, the open interest changed by 153 which increased total open position to 585
On 5 Dec MGL was trading at 1292.90. The strike last trading price was 11.1, which was -8.05 lower than the previous day. The implied volatity was 36.65, the open interest changed by -39 which decreased total open position to 438
On 4 Dec MGL was trading at 1260.80. The strike last trading price was 19.15, which was 5.15 higher than the previous day. The implied volatity was 37.48, the open interest changed by 12 which increased total open position to 482
On 3 Dec MGL was trading at 1278.25. The strike last trading price was 14, which was -12.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 38 which increased total open position to 482
On 2 Dec MGL was trading at 1236.50. The strike last trading price was 26.05, which was -16.40 lower than the previous day. The implied volatity was 36.37, the open interest changed by 135 which increased total open position to 444
On 29 Nov MGL was trading at 1191.75. The strike last trading price was 42.45, which was -6.55 lower than the previous day. The implied volatity was 36.55, the open interest changed by 43 which increased total open position to 312
On 28 Nov MGL was trading at 1179.95. The strike last trading price was 49, which was -4.65 lower than the previous day. The implied volatity was 34.70, the open interest changed by 107 which increased total open position to 267
On 27 Nov MGL was trading at 1178.70. The strike last trading price was 53.65, which was -2.60 lower than the previous day. The implied volatity was 35.78, the open interest changed by 22 which increased total open position to 159
On 26 Nov MGL was trading at 1176.45. The strike last trading price was 56.25, which was 5.40 higher than the previous day. The implied volatity was 35.71, the open interest changed by 44 which increased total open position to 137
On 25 Nov MGL was trading at 1187.50. The strike last trading price was 50.85, which was -20.15 lower than the previous day. The implied volatity was 36.72, the open interest changed by 89 which increased total open position to 94
On 22 Nov MGL was trading at 1157.50. The strike last trading price was 71, which was -17.00 lower than the previous day. The implied volatity was 36.23, the open interest changed by 4 which increased total open position to 9
On 21 Nov MGL was trading at 1125.35. The strike last trading price was 88, which was -10.05 lower than the previous day. The implied volatity was 38.86, the open interest changed by 2 which increased total open position to 5
On 20 Nov MGL was trading at 1126.05. The strike last trading price was 98.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MGL was trading at 1126.05. The strike last trading price was 98.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov MGL was trading at 1130.00. The strike last trading price was 98.05, which was lower than the previous day. The implied volatity was 43.07, the open interest changed by 4 which increased total open position to 4
